Great topic!
Quick story, my father in law goes to the same gym as I do but were never there at the same time. One day we were though and I ran into him in the locker room. While were in the middle of a conversation about the Red Sox or something stupid like that he gets completely naked and continues the conversation. Keeping my eyes up, I indicated that I had to run. So he goes, oh... no shower? The showers in that gym are open. He was thinking we were going to continue the conversation completely naked in the shower.
Like all of a sudden its cool to be buck naked 3 feet in front of me after years of dating and being married to his daughter. And were not THAT close.
But I could tell he was not uncomfortable at all. I could also tell that he and his gym buddies probably have at least one naked shower conversation a day in the gym. Its not weird to his generation while to someone my age, this could not be more uncomfortable.
I now go out of my way to go to a different gym branch.